diff --git a/README.md b/README.md
index 65e607f..f170546 100644
--- a/README.md
+++ b/README.md
@@ -136,12 +136,13 @@ help(pd.DataFrame().ta.log_return)
 |:--------:|
 | ![Example Chart](/images/TA_Chart.png) |
 
-## _Performance_ (2)
+## _Performance_ (3)
 
 Use parameter: cumulative=**True** for cumulative results.
 
 * _Log Return_: **log_return**
 * _Percent Return_: **percent_return**
+* _Trend Return_: **trend_return**
 
 | _Percent Return_ (Cumulative) with _Simple Moving Average_ (SMA) |
 |:--------:|
diff --git a/pandas_ta/core.py b/pandas_ta/core.py
index d8e4888..04468e9 100644
--- a/pandas_ta/core.py
+++ b/pandas_ta/core.py
@@ -516,6 +516,12 @@ class AnalysisIndicators(BasePandasObject):
         self._append(result, **kwargs)
         return result
 
+    def trend_return(self, close=None, trend=None, log=True, cumulative=True, offset=None, **kwargs):
+        close = self._get_column(close, 'close')
+        trend = self._get_column(trend, f"{trend}")
+        result = trend_return(close=close, trend=trend, log=log, cumulative=cumulative, offset=offset, **kwargs)
+        self._append(result, **kwargs)
+        return result
 
 
     # Statistics Indicators
diff --git a/pandas_ta/performance.py b/pandas_ta/performance.py
index 7e48479..a7d58fa 100644
--- a/pandas_ta/performance.py
+++ b/pandas_ta/performance.py
@@ -2,7 +2,7 @@
 import numpy as np
 import pandas as pd
 
-from .utils import get_offset, verify_series
+from .utils import get_offset, verify_series, zero
 
 
 
@@ -54,6 +54,49 @@ def percent_return(close, length=None, cumulative=False, offset=None, **kwargs):
     return pct_return
 
 
+def trend_return(close, trend, trend_reset=0, log=True, cumulative=False, offset=None, **kwargs):
+    """Indicator: Trend Return"""
+    # Validate Arguments
+    close = verify_series(close)
+    trend = verify_series(trend)
+    offset = get_offset(offset)
+    variable = kwargs.pop('variable', False)
+
+    # Calculate Result
+    returns = log_return(close, cumulative=False) if log else percent_return(close, cumulative=False)
+    m = trend.size
+    tsum = 0
+    result = []
+    returns = (trend * returns).apply(zero)
+    # trend = trend.astype(int)
+    for i in range(0, m):
+        if trend[i] == trend_reset:
+            tsum = 0
+        else:
+            return_ = returns[i]
+            if cumulative:
+                tsum += return_
+            else:
+                tsum = return_
+        result.append(tsum)
+
+    trend_return = pd.Series(result)
+
+    # Experimental: Add the individual return flucuations to the cumulative returns
+    if variable and cumulative:
+        trend_return += returns
+
+    # Offset
+    if offset != 0:
+        trend_return = trend_return.shift(offset)
+
+    # Name & Category
+    trend_return.name = f"{'C' if cumulative else ''}{'L' if log else 'P'}TR"
+    trend_return.category = 'performance'
+
+    return trend_return
+
+
 
 log_return.__doc__ = \
 """Log Return
@@ -66,14 +109,14 @@ Sources:
 
 Calculation:
     Default Inputs:
-        length=1, cummulative=False
+        length=1, cumulative=False
     LOGRET = log( close.diff(periods=length) )
-    CUMLOGRET = LOGRET.cumsum() if cummulative
+    CUMLOGRET = LOGRET.cumsum() if cumulative
 
 Args:
     close (pd.Series): Series of 'close's
     length (int): It's period.  Default: 20
-    cummulative (bool): If True, returns the cummulative returns.  Default: False
+    cumulative (bool): If True, returns the cumulative returns.  Default: False
     offset (int): How many periods to offset the result.  Default: 0
 
 Kwargs:
@@ -96,20 +139,67 @@ Sources:
 
 Calculation:
     Default Inputs:
-        length=1, cummulative=False
+        length=1, cumulative=False
     PCTRET = close.pct_change(length)
-    CUMPCTRET = PCTRET.cumsum() if cummulative
+    CUMPCTRET = PCTRET.cumsum() if cumulative
 
 Args:
     close (pd.Series): Series of 'close's
     length (int): It's period.  Default: 20
-    cummulative (bool): If True, returns the cummulative returns.  Default: False
+    cumulative (bool): If True, returns the cumulative returns.  Default: False
     offset (int): How many periods to offset the result.  Default: 0
 
 Kwargs:
     fillna (value, optional): pd.DataFrame.fillna(value)
     fill_method (value, optional): Type of fill method
 
+Returns:
+    pd.Series: New feature generated.
+"""
+
+
+trend_return.__doc__ = \
+"""Trend Return
+
+Calculates the (Cumulative) Returns of a Trend as defined by some conditional.
+By default it calculates log returns but can also use percent change.
+
+Sources: Kevin Johnson
+
+Calculation:
+    Default Inputs:
+        trend_reset=0, log=True, cumulative=False
+
+    sum = 0
+    returns = log_return if log else percent_return # These are not cumulative
+    returns = (trend * returns).apply(zero)
+    for i, in range(0, trend.size):
+        if item == trend_reset:
+            sum = 0
+        else:
+            return_ = returns.iloc[i]
+            if cumulative:
+                sum += return_
+            else:
+                sum = return_
+        trend_return.append(sum)
+
+    if cumulative and variable:
+        trend_return += returns
+
+Args:
+    close (pd.Series): Series of 'close's
+    trend (pd.Series): Series of 'trend's.  Preferably 0's and 1's.
+    trend_reset (value): Value used to identify if a trend has ended.  Default: 0
+    log (bool): Calculate logarithmic returns.  Default: True
+    cumulative (bool): If True, returns the cumulative returns.  Default: False
+    offset (int): How many periods to offset the result.  Default: 0
+
+Kwargs:
+    fillna (value, optional): pd.DataFrame.fillna(value)
+    fill_method (value, optional): Type of fill method
+    variable (bool, optional): Whether to include if return fluxuations in the cumulative returns.
+
 Returns:
     pd.Series: New feature generated.
 """
\ No newline at end of file
diff --git a/setup.py b/setup.py
index 678373b..eaff0df 100644
--- a/setup.py
+++ b/setup.py
@@ -6,7 +6,7 @@ long_description = "An easy to use Python 3 Pandas Extension of Technical Analys
 setup(
     name = "pandas_ta",
     packages = ["pandas_ta"],
-    version = "0.1.12a",
+    version = "0.1.13a",
     description=long_description,
     long_description=long_description,
     author = "Kevin Johnson",
diff --git a/tests/test_indicator_performance.py b/tests/test_indicator_performance.py
index 3af1710..4fa32d2 100644
--- a/tests/test_indicator_performance.py
+++ b/tests/test_indicator_performance.py
@@ -11,11 +11,13 @@ class TestPerformace(TestCase):
     def setUpClass(cls):
         cls.data = sample_data
         cls.close = cls.data['close']
+        cls.islong = cls.close > pandas_ta.sma(cls.close, length=50)
 
     @classmethod
     def tearDownClass(cls):
         del cls.data
         del cls.close
+        del cls.islong
 
 
     def setUp(self):
@@ -41,4 +43,28 @@ class TestPerformace(TestCase):
 
     def test_cum_percent_return(self):
         result = self.performance.percent_return(self.close, cumulative=True)
-        self.assertEqual(result.name, 'CUMPCTRET_1')
\ No newline at end of file
+        self.assertEqual(result.name, 'CUMPCTRET_1')
+
+    def test_log_trend_return(self):
+        result = self.performance.trend_return(self.close, self.islong, log=True, cumulative=False)
+        self.assertEqual(result.name, 'LTR')
+
+    def test_cum_log_trend_return(self):
+        result = self.performance.trend_return(self.close, self.islong, log=True, cumulative=True)
+        self.assertEqual(result.name, 'CLTR')
+
+    def test_variable_cum_log_trend_return(self):
+        result = self.performance.trend_return(self.close, self.islong, log=True, cumulative=True, variable=True)
+        self.assertEqual(result.name, 'CLTR')
+
+    def test_pct_trend_return(self):
+        result = self.performance.trend_return(self.close, self.islong, log=False, cumulative=False)
+        self.assertEqual(result.name, 'PTR')
+
+    def test_cum_pct_trend_return(self):
+        result = self.performance.trend_return(self.close, self.islong, log=False, cumulative=True)
+        self.assertEqual(result.name, 'CPTR')
+
+    def test_variable_pct_log_trend_return(self):
+        result = self.performance.trend_return(self.close, self.islong, log=False, cumulative=True, variable=True)
+        self.assertEqual(result.name, 'CPTR')
\ No newline at end of file
diff --git a/tests/test_indicator_performance_ext.py b/tests/test_indicator_performance_ext.py
index ffda021..215a89d 100644
--- a/tests/test_indicator_performance_ext.py
+++ b/tests/test_indicator_performance_ext.py
@@ -12,10 +12,12 @@ class TestPerformaceExtension(TestCase):
     @classmethod
     def setUpClass(cls):
         cls.data = sample_data
+        cls.islong = cls.data['close'] > pandas_ta.sma(cls.data['close'], length=50)
 
     @classmethod
     def tearDownClass(cls):
         del cls.data
+        del cls.islong
 
 
     def setUp(self):
@@ -30,6 +32,7 @@ class TestPerformaceExtension(TestCase):
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], 'LOGRET_1')
 
+    def test_cum_log_return_ext(self):
         self.data.ta.log_return(append=True, cumulative=True)
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], 'CUMLOGRET_1')
@@ -39,6 +42,27 @@ class TestPerformaceExtension(TestCase):
         self.assertIsInstance(self.data, DataFrame)
         self.assertEqual(self.data.columns[-1], 'PCTRET_1')
 
+    def test_cum_percent_return_ext(self):
         self.data.ta.percent_return(append=True, cumulative=True)
         self.assertIsInstance(self.data, DataFrame)
-        self.assertEqual(self.data.columns[-1], 'CUMPCTRET_1')
\ No newline at end of file
+        self.assertEqual(self.data.columns[-1], 'CUMPCTRET_1')
+
+    def test_log_trend_return_ext(self):
+        self.data.ta.trend_return(trend=self.islong, log=True, cumulative=False, append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], 'LTR')
+
+    def test_cum_log_trend_return_ext(self):
+        self.data.ta.trend_return(trend=self.islong, log=True, cumulative=True, append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], 'CLTR')
+
+    def test_pct_trend_return_ext(self):
+        self.data.ta.trend_return(trend=self.islong, log=False, cumulative=False, append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], 'PTR')
+
+    def test_cum_pct_trend_return_ext(self):
+        self.data.ta.trend_return(trend=self.islong, log=False, cumulative=True, append=True)
+        self.assertIsInstance(self.data, DataFrame)
+        self.assertEqual(self.data.columns[-1], 'CPTR')
\ No newline at end of file